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~subject:"Zinsstruktur"
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Zinsstruktur
Optionspreistheorie
14,810
Option pricing theory
14,351
Optionsgeschäft
5,125
Option trading
4,916
Theorie
4,583
Theory
4,428
Volatilität
4,370
Volatility
4,305
Stochastischer Prozess
3,301
Stochastic process
3,249
Derivat
2,750
Derivative
2,745
Hedging
1,477
Portfolio-Management
1,328
Portfolio selection
1,316
USA
1,208
Black-Scholes-Modell
1,199
United States
1,173
Black-Scholes model
1,143
CAPM
1,093
Schätzung
1,071
Estimation
1,052
Yield curve
983
Börsenkurs
872
Share price
858
Kalkulation
816
data
735
Daten
726
Risiko
717
Risk
712
Data
703
Deutschland
696
Kapitaleinkommen
681
Capital income
680
Realoptionsansatz
650
Real options analysis
649
Monte-Carlo-Simulation
638
Monte Carlo simulation
632
Kreditrisiko
614
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Free
274
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225
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Article
549
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444
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527
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527
Graue Literatur
140
Non-commercial literature
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123
Arbeitspapier
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46
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20
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10
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10
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9
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9
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7
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1
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English
957
German
27
Spanish
6
French
2
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1
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Schlögl, Erik
15
Joshi, Mark S.
14
Schoenmakers, John
11
Filipović, Damir
10
Chen, Son-nan
9
Elliott, Robert J.
9
Chiarella, Carl
8
Fabozzi, Frank J.
8
Grbac, Zorana
8
Almeida, Caio
7
Benth, Fred Espen
7
Fanelli, Viviana
7
Sandmann, Klaus
7
White, Alan
7
Beveridge, Christopher
6
Eberlein, Ernst
6
Grzelak, Lech A.
6
Henrard, Marc P. A.
6
Musiela, Marek
6
Oosterlee, Cornelis W.
6
Rebonato, Riccardo
6
Schulmerich, Marcus
6
Subrahmanyam, Marti G.
6
Wu, Ting-pin
6
Belomestny, Denis
5
Gibson, Rajna
5
Gnoatto, Alessandro
5
Grasselli, Martino
5
Houweling, Patrick
5
Hull, John
5
Macrina, Andrea
5
Papapantoleon, Antonis
5
Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
5
Takahashi, Akihiko
5
Vorst, Ton
5
Wu, Tao L.
5
Yasuoka, Takashi
5
Brace, Alan
4
Brigo, Damiano
4
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National Bureau of Economic Research
4
Centre for Analytical Finance <Århus>
2
American Finance Association
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Institut for Finansiering <Frederiksberg>
1
International Workshop on Finance <2011, Kyōto>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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International journal of theoretical and applied finance
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
24
The journal of computational finance
23
Applied mathematical finance
21
Finance and stochastics
19
Review of derivatives research
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
17
The journal of futures markets
16
The journal of fixed income
15
International journal of financial engineering
13
Risks : open access journal
11
Finance research letters
10
Journal of financial economics
10
The review of financial studies
9
Asia-Pacific financial markets
7
SpringerLink / Bücher
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Lecture notes in economics and mathematical systems : LNEMS
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Annals of finance
4
Annals of financial economics
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Review of quantitative finance and accounting
4
Série de trabalhos para discussão
4
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ECONIS (ZBW)
985
EconStor
4
USB Cologne (EcoSocSci)
4
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1
Options-implied probability density functions for real interest rates
Wright, Jonathan H.
- In:
International journal of central banking : IJCB
12
(
2016
)
3
,
pp. 129-149
Persistent link: https://www.econbiz.de/10011577880
Saved in:
2
Discussion of "options-implied probability density functions for real interest rates"
Swanson, Eric T.
- In:
International journal of central banking : IJCB
12
(
2016
)
3
,
pp. 151-159
Persistent link: https://www.econbiz.de/10011577892
Saved in:
3
Introduction to financial derivatives : modeling, pricing and hedging
Schumacher, Johannes M.
-
2020
Persistent link: https://www.econbiz.de/10012435295
Saved in:
4
Valuation of floating range notes in Lévy term-structure models
Eberlein, Ernst
;
Kluge, Wolfgang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10003325838
Saved in:
5
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
Saved in:
6
A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008695496
Saved in:
7
Volatility and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
8
Pricing swaptions and coupon bond options in affine term structure models
Schrager, David F.
;
Pelsser, Antoon André Jean
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 673-694
Persistent link: https://www.econbiz.de/10003394188
Saved in:
9
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
10
Evaluating callable and putable bonds : an eigenfunction expansion approach
Lim, Dongjae
;
Li, Lingfei
;
Linetsky, Vadim
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1888-1908
Persistent link: https://www.econbiz.de/10009701917
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